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Related Work

Several other general-purpose MCMC tools areavailable. First, the BUGS project [14]; see http://www.mrc-bsu.cam.ac.uk/bugs/welcome.shtml) deserves special notice. Nearly all users will be better served beginning to work with BUGS than YADAS. OpenBUGS [20] is an open source release of BUGS. JAGS [17] is a new implementation of MCMC software using the BUGS model description language. Bassist [21] is another good package; unfortunately, it appears that it is no longer being supported. It converts code written using a model description language into C++ code. It has good extensibility since it can use C++ functions to define model parameters, but it is limited in its capability for generating different sorts of MCMC algorithms. HYDRA [22] is also written in Java and distributed open-source. It does not seem to have any limits in its extensibility, but neither does it provide classes that make it easy to specify new models (one has to define the posterior distribution from scratch) or to define new MCMC algorithms, although several special algorithms are included. Flexible Bayesian Modeling (FBM) [16] is a set of UNIX based tools for many sorts of Bayesian regression models.

 

 

 


next up previous
Next: Future Work Up: Advanced topics and examples Previous: Example 9: GenericSPSystem
Todd Graves 2008-09-24